| Metric | 12548644:btcusd:triple_gx:lsma179_87_64 | 12548644:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 397.48% | 103.11% |
| Max Drawdown | -20.5% | -67.18% |
| Sharpe | 0.98 | 0.35 |
| Sortino | 1.58 | 0.5 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.32 | 1.06 |
| Common Sense Ratio | 1.74 | 1.03 |
| CPC Index | 0.84 | 0.67 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 19.69 | 4.11 |
| Outlier Loss Ratio | 4.43 | 3.6 |
| Volatility (ann.) | 14.24% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.29 | 0.38 |
| Skew | 1.25 | 0.16 |
| Kurtosis | 23.76 | 6.29 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.31% | 1.88% |
| Expected Yearly % | 49.35% | 19.38% |
| Kelly Criterion | 11.29% | 11.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.26% |
| Expected Shortfall (cVaR) | -1.19% | -2.26% |
| Year | 12548644:BTCUSD | 12548644:btcusd:triple_gx:lsma179_87_64 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 28.82 | -0.47 | + |
| 2023 | 155.54 | 61.15 | 0.39 | - |
| 2024 | 121.00 | 147.46 | 1.22 | + |
| 2025 | -7.32 | -3.16 | 0.43 | + |
| Metric | 12548644:btcusd:triple_gx:lsma179_87_64 | 12548644:BTCUSD |
|---|---|---|
| MTD | 1.7% | 2.63% |
| 3M | -3.16% | -12.25% |
| 6M | 41.12% | 34.61% |
| YTD | -3.16% | -7.32% |
| 1Y | 84.11% | 23.79% |
| 3Y (ann.) | 66.12% | 24.94% |
| 5Y (ann.) | 67.45% | 25.57% |
| Metric | 12548644:btcusd:triple_gx:lsma179_87_64 | 12548644:BTCUSD |
|---|---|---|
| Max Drawdown | -20.5% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.97% | -6.87% |
| Avg. Drawdown Days | 12.0 | 36.0 |
| Recovery Factor | 19.39 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -20.50 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-06-23 | -16.55 | 92 |
| 2023-06-23 | 2023-10-24 | -12.66 | 122 |
| 2023-12-09 | 2024-02-09 | -12.22 | 62 |
| 2025-01-07 | 2025-01-20 | -11.99 | 13 |
| 2025-01-20 | 2025-03-26 | -9.95 | 65 |
| 2024-08-27 | 2024-09-19 | -8.70 | 23 |
| 2022-03-29 | 2022-05-30 | -6.81 | 61 |
| 2023-01-21 | 2023-03-17 | -6.34 | 54 |
| Metric | 12548644:btcusd:triple_gx:lsma179_87_64 | 12548644:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.3% | -29.64% |
| Best Month | 45.34% | 43.77% |
| Worst Month | -12.6% | -37.12% |
| Best Year | 147.46% | 155.54% |
| Worst Year | -3.16% | -61.19% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 5.79% | 7.82% |
| Avg. Down Week | -2.96% | -5.35% |
| Avg. Up Month | 12.4% | 15.51% |
| Avg. Down Month | -5.5% | -10.71% |
| Win Days % | 50.66% | 51.07% |
| Win Month % | 65.62% | 60.53% |
| Win Week % | 58.43% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |